Actionable Options Tuesday, January, 16
Calls with increasing volatility movement and volume: HTZ LEA COGT
Puts with increasing volatility movement and volume: SEE WYNN BP
Auto part stocks into North American International Auto Show
Magna (MGA) 30-day option implied volatility is at 24, compared to its 52-week range of 20 to 32
Delphi (DLPH) 30-day option implied volatility is at 37, compared to its 52-week range of 29 to 37
Lear (LEA) 30-day option implied volatility is at 27, compared to its 52-week range of 10 to 30
Johnson Controls (JCI) 30-day option implied volatility is at 26, compared to its 52-week range of 16 to 31
Aptiv (APTV) 30-day option implied volatility is at 27, compared to its 52-week range of 20 to 34
Cummins (CMI) 30-day option implied volatility is at 23, compared to its 52-week range of 15 to 31
Autoliv (ALV) 30-day option implied volatility is at 28, compared to its 52-week range of 18 to 32